This four-year study extends previous work in moderately overweight men and premenopausal women exploring the effect of diet and exercise on plasma lipoprotein concentrations, and hence on risk of coronary heart disease (CHD), to important questions related to the Adult Treatment Guidelines of the National Cholesterol Education Program (NCEP): what is the effect of the NCEP Step One/Step Two diet (low saturated fat, low cholesterol) on plasma high-density lipoprotein (HDL) cholesterol concentration in postmenopausal women and men, when HDL cholesterol is initially low (a risk factor for CHD) and low-density lipoprotein (LDL) cholesterol is in the borderline to moderately high risk range; and does addition of a moderate exercise program significantly modify this effect? The study will be conducted in naturally postmenopausal women aged 45-64 with HDL cholesterol below 40 mg/dl and LDL cholesterol of 130/159 mg/dl. Healthy non-obese- individuals who are normotensive, nonsmokers (or who smoke less than 10 cigarettes per day) and are not on lipid-lowering drugs will be recruited; women on hormone replacement must be willing to make no changes in hormone use. This will be a one-year, randomized, controlled trial. Following a major screening effort to identify eligible participants, 165 men and 165 women will be randomly assigned to: control (written dietary material only; no exercise); to diet only (group and individual dietary instruction on the NCEP Step One/Step Two diet by registered dietitians; no exercise); or to diet plus exercise (identical diet intervention plus a progressive aerobic exercise program); to total 330 participants at baseline. A 10% dropout rate is anticipated at one year, resulting in 50 subjects in each of the six cells. This will provide enough power to detect a difference of about 4 mg/dl of HDL cholesterol between cells (alpha=0.05; beta-0.20). The primary hypotheses in each sex are: (1) as compared to control, the NCEP diet will lower HDL cholesterol concentration; (2) as compared to control, the NCEP diet plus exercise will evaluate HDL concentration; (3) as compared to the NCEP diet alone, a moderate exercise program combined with the NCEP diet will elevate HDL cholesterol. Secondary hypotheses include testing for effects of the NCEP diet alone and in combination with exercise with respect to plasma levels of LDL cholesterol, triglycerides, apolipoproteins A-I and B, HDL subfractions, glucose tolerance, blood pressure and body composition. Special efforts will be made to involve minority populations to increase generalizability.